You need to tuck those edges into the channel. The ends will be pointing towards the rear of the jeep when they are tucked in. Hard for me to explain but the edge of the top you see in the pics will be against the door surround when you get them tucked in the channel.

1) use Velcro to loosely hold window in place.
2) zip only about 4 inches of zipper.
3) fold the solid strip of the door-side of the window 180 degrees into the channel in the black plastic "door surround" that abuts the door when the window is out. The strip will literally have been folded over such that it wraps around the door surround.
4) zip the rest of the window.
5) pop in the lower edging of the window into the channel along the upper edge of the jeep. This is very much like what was done in step 3.
6) fix the Velcro.
7) admire own handiwork.